"Dylxexes The Younger, of the First Era, states quite clearly that an adventure can only truly begin three ways: by Death, by Slur, or by Letter. To being without one of these is to be relegated to the status of an indiscretion or, at best, an escapade."

The adventures of the Elder Scrolls have stayed pretty true to this:

Arena: Ria Silmane is dead and guides her friend around Tamriel to destroy the usurper Jagar Tharn.

Daggerfall: An Agent has to investigate the murder of King Lysandis of High Rock and retrieve the Emperor's letter to the Queen.

Redguard: Cyrus the Redguard gets a letter saying his sister has disappeared on Stros M'Kai.

Battlespire: The training staff of the Battlespire is dead, and an agent is sent to save the Spire.

Morrowind: A letter is sent from the Emperor to the Head of the Blades on Vvardenfell.

Oblivion: The death of the emperor in the bowels of the Imperial Palace complex sets a prisoner on a path to save the Empire.

We know that the background to Skyrim is that the Province has fallen into civil war since their High King has been murdered.